PREVIEW / futures_5min / 2021-11-16

all futures 5-min files

  file:    by_date/futures_5min/2021/2021-11-16.parquet
  size:    331 KB
  rows:    19,264

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2021-11-16 00:00:00	ES	Futures	5281.61	5283.3	5281.61	5282.73	533.0
2021-11-16 00:05:00	ES	Futures	5282.73	5282.73	5282.17	5282.45	230.0
2021-11-16 00:10:00	ES	Futures	5282.73	5282.73	5281.89	5281.89	172.0
2021-11-16 00:15:00	ES	Futures	5282.17	5282.17	5280.48	5280.76	463.0
2021-11-16 00:20:00	ES	Futures	5280.76	5280.76	5277.94	5279.07	1698.0
2021-11-16 00:25:00	ES	Futures	5278.78	5279.07	5277.37	5278.5	1101.0
2021-11-16 00:30:00	ES	Futures	5278.78	5280.19	5277.94	5279.63	523.0
2021-11-16 00:35:00	ES	Futures	5279.63	5280.76	5279.35	5280.48	327.0
2021-11-16 00:40:00	ES	Futures	5280.76	5280.76	5279.91	5280.19	222.0
2021-11-16 00:45:00	ES	Futures	5280.19	5280.76	5279.35	5279.63	227.0
2021-11-16 00:50:00	ES	Futures	5279.63	5279.91	5278.78	5278.78	260.0
2021-11-16 00:55:00	ES	Futures	5278.78	5279.35	5278.5	5279.35	379.0
2021-11-16 01:00:00	ES	Futures	5279.35	5279.91	5278.78	5279.63	493.0
2021-11-16 01:05:00	ES	Futures	5279.35	5279.91	5279.07	5279.63	273.0
2021-11-16 01:10:00	ES	Futures	5279.63	5280.48	5279.63	5280.48	183.0
2021-11-16 01:15:00	ES	Futures	5280.48	5281.04	5279.07	5279.07	403.0
2021-11-16 01:20:00	ES	Futures	5279.35	5279.91	5279.07	5279.35	278.0
2021-11-16 01:25:00	ES	Futures	5279.35	5279.35	5277.37	5277.37	844.0
2021-11-16 01:30:00	ES	Futures	5277.37	5278.78	5277.37	5278.78	252.0
2021-11-16 01:35:00	ES	Futures	5278.78	5279.07	5278.5	5278.78	102.0
2021-11-16 01:40:00	ES	Futures	5278.5	5279.07	5277.94	5278.22	477.0
2021-11-16 01:45:00	ES	Futures	5278.22	5279.07	5278.22	5278.78	305.0
2021-11-16 01:50:00	ES	Futures	5278.78	5279.91	5278.78	5279.35	315.0
2021-11-16 01:55:00	ES	Futures	5279.63	5279.91	5279.07	5279.91	263.0
2021-11-16 02:00:00	ES	Futures	5279.91	5281.61	5279.91	5280.76	944.0
2021-11-16 02:05:00	ES	Futures	5280.76	5281.04	5280.48	5280.76	292.0
2021-11-16 02:10:00	ES	Futures	5280.76	5281.32	5279.35	5279.63	454.0
2021-11-16 02:15:00	ES	Futures	5279.63	5281.89	5279.35	5281.32	850.0
2021-11-16 02:20:00	ES	Futures	5281.32	5282.17	5280.76	5281.89	413.0
2021-11-16 02:25:00	ES	Futures	5282.17	5282.17	5280.76	5281.04	453.0
2021-11-16 02:30:00	ES	Futures	5281.04	5281.04	5280.19	5281.04	396.0
2021-11-16 02:35:00	ES	Futures	5281.04	5281.89	5280.76	5281.89	322.0
2021-11-16 02:40:00	ES	Futures	5281.89	5282.73	5281.32	5281.61	673.0
2021-11-16 02:45:00	ES	Futures	5281.61	5282.45	5281.61	5281.89	292.0
2021-11-16 02:50:00	ES	Futures	5281.89	5282.17	5281.61	5281.61	265.0
2021-11-16 02:55:00	ES	Futures	5281.89	5281.89	5280.48	5281.04	533.0
2021-11-16 03:00:00	ES	Futures	5281.32	5284.43	5280.76	5282.45	2487.0
2021-11-16 03:05:00	ES	Futures	5282.45	5283.02	5280.76	5281.32	1567.0
2021-11-16 03:10:00	ES	Futures	5281.32	5281.32	5280.19	5280.19	962.0
2021-11-16 03:15:00	ES	Futures	5280.19	5281.32	5279.91	5280.48	811.0
2021-11-16 03:20:00	ES	Futures	5280.76	5281.32	5279.07	5279.35	789.0
2021-11-16 03:25:00	ES	Futures	5279.07	5280.48	5278.78	5278.78	880.0
2021-11-16 03:30:00	ES	Futures	5279.07	5280.76	5277.65	5277.65	1074.0
2021-11-16 03:35:00	ES	Futures	5277.65	5277.94	5273.14	5273.7	2626.0
2021-11-16 03:40:00	ES	Futures	5273.7	5276.81	5273.7	5275.4	1236.0
2021-11-16 03:45:00	ES	Futures	5275.11	5276.53	5274.83	5275.11	712.0
2021-11-16 03:50:00	ES	Futures	5275.11	5275.96	5274.27	5274.27	781.0
2021-11-16 03:55:00	ES	Futures	5274.27	5275.96	5273.99	5275.11	1098.0
2021-11-16 04:00:00	ES	Futures	5275.11	5276.81	5275.11	5275.11	1049.0
2021-11-16 04:05:00	ES	Futures	5275.11	5276.24	5274.83	5276.24	462.0

> showing 50 of 19,264 rows — these rows as CSV

> unlock the full archive -- $79 one-time